public IEnumerable <TSRecord> GetData(DateTime startdt, DateTime enddt)
{
List <uint> marketids = new List <uint>();
List <TSRecord> timeseries = new List <TSRecord>();
if (this.MoreData == false)
{
this.LastDt = startdt;
this.EndDt = enddt;
}
else
{
this.MoreData = false;
}
ulong idx = 0;
foreach (TSRecord val in this.TimeSeriesDB.Stream(new TSDateTime(this.LastDt, 0, 0).Timestamp, new TSDateTime(this.EndDt.AddMilliseconds(1), 0, 0).Timestamp))
{
if ((timeseries.Count >= TSStreamer.MaxStreamValues) && (100000 * (val.Idx / 100000) > idx))
{
// store lastdt
this.LastDt = new TSDateTime(val.Idx).Dt;
// set Moredata to true - indicates there is more data to be streamed
this.MoreData = true;
break;
}
if (!marketids.Contains(val.GetMarketId()))
{
if (!val.IsQuote())
{
TSRecord tsr = GetQuote(val.QuoteIdx);
if (tsr != null)
{
timeseries.Add(tsr);
}
}
marketids.Add(val.GetMarketId());
}
timeseries.Add(val);
idx = 100000 * (val.Idx / 100000);
}
foreach (TSRecord ts in timeseries)
{
yield return(ts);
}
}
private TSRecord GetQuote(ulong index)
{
TSRecord tsr = null;
try
{
var bf = (IEnumerableFeed <ulong, TSRecord>)BinaryFile.Open(this.Filename, false);
foreach (TSRecord val in bf.Stream(index, index + 1))
{
tsr = val;
}
}
catch (Exception ex)
{
}
return(tsr);
}
